Assuming it was not damaged in anyway if you had the player shipped to you, the player is probably experiencing a possible combination of a seized mechanism as well as worn out loading belt (especially if the player has never been used).
You'll need to open up the player and see if you can turn the loading wheel as shown here (located on the left front side when looking at the player from the front)....
This might be enough to un-seize the mechanism but chances are you still need to replace the loading belt (same belt you see circled in the pic). This is a slow process that will probably take over 50 turns so do it slowly and watch for minute movement of the loading assembly (don't rush it).
If you don't feel comfortable doing this, don't try it.
